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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+5.94%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$65.5B
AUM Growth
-$6.37B
Cap. Flow
-$9.97B
Cap. Flow %
-15.23%
Top 10 Hldgs %
14.15%
Holding
3,929
New
153
Increased
2,078
Reduced
1,512
Closed
156

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$259M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$111M
3
ENB icon
Enbridge
ENB
+$48.8M
4
VO icon
Vanguard Mid-Cap ETF
VO
+$39.4M
5
PM icon
Philip Morris
PM
+$39.3M

Top Sells

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$256M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$253M
3
JPM icon
JPMorgan Chase
JPM
+$226M
4
JNJ icon
Johnson & Johnson
JNJ
+$206M
5
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$176M

Sector Composition

Rank Sector Weight
1 Financials 13.74%
2 Technology 12.49%
3 Healthcare 10.51%
4 Industrials 9.39%
5 Consumer Discretionary 7.69%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UNT
1076
DELISTED
UNIT Corporation
UNT
$8.87M 0.01%
367,181
-10,006
-3% -$256K
DMC
1077
Del Monte Corp
DMC
$1.37B
$8.87M 0.01%
149,708
+19,331
+15% +$1.14M
MSCC
1078
DELISTED
Microsemi Corp
MSCC
$8.84M 0.01%
171,495
-8,521
-5% -$457K
JBLU icon
1079
JetBlue
JBLU
$2.23B
$8.81M 0.01%
427,374
-613,915
-59% -$12.5M
BX icon
1080
Blackstone
BX
$107B
$8.8M 0.01%
296,182
-67,760
-19% -$2.04M
BGC icon
1081
BGC Group
BGC
$5.73B
$8.79M 0.01%
1,203,730
+139,965
+13% +$1.01M
ATI icon
1082
ATI
ATI
$25.5B
$8.78M 0.01%
489,105
+40,851
+9% +$768K
SXT icon
1083
Sensient Technologies
SXT
$5.3B
$8.78M 0.01%
110,790
+8,935
+9% +$702K
LAMR icon
1084
Lamar Advertising Co
LAMR
$16.5B
$8.78M 0.01%
117,426
+8,427
+8% +$632K
SUPN icon
1085
Supernus Pharmaceuticals
SUPN
$2.77B
$8.72M 0.01%
278,685
+26,417
+10% +$708K
SIRI icon
1086
SiriusXM
SIRI
$10.7B
$8.71M 0.01%
169,181
+27,368
+19% +$1.35M
BYD icon
1087
Boyd Gaming
BYD
$6.78B
$8.71M 0.01%
395,720
+3,748
+1% +$76.1K
TIMB icon
1088
TIM SA
TIMB
$9.45B
$8.71M 0.01%
544,748
-27,754
-5% -$416K
CPRI icon
1089
Capri Holdings
CPRI
$1.88B
$8.7M 0.01%
228,328
-343,917
-60% -$13.5M
ZD icon
1090
Ziff Davis
ZD
$1.95B
$8.7M 0.01%
119,184
+9,456
+9% +$692K
SBNY
1091
DELISTED
Signature Bank
SBNY
$8.68M 0.01%
58,488
+13,840
+31% +$2.14M
WIN
1092
DELISTED
Windstream Holdings Inc
WIN
$8.68M 0.01%
318,384
+109,634
+53% +$3.92M
GEF icon
1093
Greif
GEF
$4.74B
$8.66M 0.01%
157,282
-18,735
-11% -$1.04M
CEB
1094
DELISTED
CEB Inc.
CEB
$8.65M 0.01%
110,080
-16,825
-13% -$1.29M
DST
1095
DELISTED
DST Systems Inc.
DST
$8.65M 0.01%
141,180
+11,668
+9% +$677K
PFPT
1096
DELISTED
Proofpoint, Inc.
PFPT
$8.64M 0.01%
116,200
+1,919
+2% +$153K
EAT icon
1097
Brinker International
EAT
$8.5B
$8.63M 0.01%
196,372
-91,197
-32% -$4.04M
LECO icon
1098
Lincoln Electric
LECO
$14.6B
$8.63M 0.01%
99,358
+2,723
+3% +$228K
TOL icon
1099
Toll Brothers
TOL
$14.5B
$8.62M 0.01%
238,758
-64,750
-21% -$2.16M
DBD
1100
DELISTED
Diebold Nixdorf Incorporated
DBD
$8.6M 0.01%
280,043
+119,239
+74% +$3.37M
42 43
44
45 46

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MCM
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PSUF
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BAM
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Parametric Portfolio Associates's Q1 2017 Portfolio in Review

As of Q1 2017, Parametric Portfolio Associates held 3,929 positions worth $65.5B, down 8.9% from $71.8B the previous quarter. Its ten largest holdings account for 14% of the portfolio.

Parametric Portfolio Associates withdrew a net $9.97B in Q1 2017, closing 156 positions and reducing 1,512 holdings. Its most notable exit was Spectra Energy Corp Wi, an estimated $62.4M position sold in full.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 15% a quarter earlier, followed by Technology and Healthcare.

Against the trend, Parametric Portfolio Associates opened a new position in Vanguard Mid-Cap ETF worth $39.9M.

  • Parametric Portfolio Associates's largest Q1 2017 buy was Vanguard Mid-Cap ETF: 1,147,252 shares worth $39.9M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q1 2017, an estimated $259M increase.
  • Parametric Portfolio Associates's biggest Q1 2017 reduction was Microsoft, cutting an estimated $256M.
  • Parametric Portfolio Associates fully exited Spectra Energy Corp Wi in Q1 2017, selling an estimated $62.4M.
  • Parametric Portfolio Associates's ten largest holdings make up 14% of its $65.5B portfolio in Q1 2017.
  • Parametric Portfolio Associates opened 153 new positions and closed 156 in Q1 2017.
  • Parametric Portfolio Associates's portfolio value fell 8.9% quarter-over-quarter to $65.5B.

Based on Parametric Portfolio Associates's 13F filing for Q1 2017, filed 8 May 2017.